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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1822	3.20***
α ARCH Response to squared shocks	0.0519	19.75***
β GARCH Volatility persistence	0.9874	233.33***
ν DF Student-t tail thickness	5.0030	4.24***

V-Lab

abrdn Physical Gold Shares ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other abrdn Physical Gold Shares ETF Analyses